Market Data WebSocket

Key Features

Field-Level Subscriptions

Choose specific quote/trade fields or use wildcard * for all fields. Minimize bandwidth by requesting only the data you need.

Real-Time Updates

NDJSON message framing for optimal performance with millisecond-level latency.

Initial Snapshot

Get the current market state immediately upon connecting. Data is retrieved from cache with automatic fallback mechanisms.

Multi-Symbol Support

Subscribe to multiple symbols in a single request for efficient batch subscriptions.

Equities & Options

Stream real-time data for stocks and option contracts using OSI symbols.

Market Indices

Track major indices including SPX, NDX, DJI, VIX, and more in real-time.

Supported Symbols

Equities

Standard stock ticker symbols (e.g., AAPL, MSFT, GOOGL, TSLA).

Indices

Major market indices are supported: SPX (S&P 500), NDX (Nasdaq 100), DJI (Dow Jones), VIX (Volatility Index), RUT (Russell 2000), COMP (Nasdaq Composite), NYA (NYSE Composite), OEX (S&P 100), MID (S&P MidCap 400), SML (S&P SmallCap 600).

Index symbols do not have bid/ask quote data. When subscribing to indices, use trade fields (lastPrice, openPrice, highPrice, lowPrice, etc.).

Options

Option contracts use OSI (Options Symbology Initiative) symbols (e.g., AAPL240119C00150000 for AAPL Jan 19 2024 $150 Call).When subscribing to options, set symbolType: "option" in your subscription request.

Data Types

Quote Data

Real-time bid/ask prices from the consolidated order book (NBBO - National Best Bid and Offer).

Trade Data

Last sale information, volume, and OHLC (Open-High-Low-Close) prices.

Level 2 / Order Book Data

Market depth showing quotes from multiple exchanges. Provides insight into supply and demand at different price levels across all market makers and exchanges.

Time & Sales Data

Real-time trade execution feed showing every trade as it happens, including price, size, timestamp, and exchange. Essential for tape reading and order flow analysis.

Level 2 data does not provide an initial snapshot - you will receive updates as they arrive from the market feed.

Message Framing (NDJSON)

For performance optimization, the server may coalesce multiple messages into a single WebSocket frame, separated by newline characters (\n). This is known as Newline-Delimited JSON (NDJSON).Clients MUST handle this by splitting incoming WebSocket frames on newline characters and parsing each line as a separate JSON message.

Example

A single WebSocket frame may contain:

{"action":"snapshot","type":"quote","symbol":"MSFT",...}
{"action":"snapshot","type":"quote","symbol":"AAPL",...}

Clients should split on \n and parse each line independently.

Requirements

WebSocket Client

Library that supports WSS protocol for secure WebSocket connections.

Authentication

Valid authentication token (if required by your environment).

JSON Parser

NDJSON message format handling capability for parsing streaming data.

Network Connectivity

Stable network connection to the WebSocket endpoint.

Use Cases

Portfolio Monitoring

Live price updates, bid/ask spreads, and intraday performance tracking for your holdings.

Trading Applications

Real-time market prices for order entry systems and trade execution platforms.

Market Dashboards

Display market trends and index movements (SPX, NDX, VIX) on your analytics dashboard.

Price Alert Systems

Trigger notifications on price thresholds, volume spikes, or custom market conditions.

Market Analysis Tools

Real-time data feeds for technical analysis and market research applications.

Subscribing to Market Data

Basic Subscription Structure

All subscription requests follow this format:

{
  "type": "subscribe",
  "id": "optional-correlation-id",
  "payload": [
    {
      "symbol": "AAPL",
      "symbolType": "equity",  // "equity" or "option"
      "quoteFields": ["bidPrice", "askPrice"],
      "tradeFields": ["lastPrice", "volume"],
      "level2": false,
      "timeAndSales": false
    }
  ]
}

Subscription Examples

Basic Examples

Get just price and size data for AAPL:

{
  "type": "subscribe",
  "id": "sub-1",
  "payload": [
    {
      "symbol": "AAPL",
      "tradeFields": ["price", "size"]
    }
  ]
}

When you don’t specify quoteFields, you get default quote fields:

{
  "type": "subscribe",
  "id": "sub-2",
  "payload": [
    {
      "symbol": "AAPL"
    }
  ]
}

Use "*" to subscribe to all available fields:

{
  "type": "subscribe",
  "id": "sub-4",
  "payload": [
    {
      "symbol": "GOOGL",
      "quoteFields": ["*"],
      "tradeFields": ["*"]
    }
  ]
}

Multiple Symbols

{
  "type": "subscribe",
  "id": "sub-3",
  "payload": [
    {
      "symbol": "AAPL",
      "quoteFields": ["bidPrice", "bidSize", "askPrice", "askSize", "midPrice", "spread"]
    },
    {
      "symbol": "MSFT",
      "quoteFields": ["bidPrice", "bidSize", "askPrice", "askSize", "midPrice", "spread"]
    }
  ]
}

Different symbols can have different field subscriptions:

{
  "type": "subscribe",
  "id": "sub-6",
  "payload": [
    {
      "symbol": "AAPL",
      "tradeFields": ["lastPrice", "size", "netChange", "tick"]
    },
    {
      "symbol": "MSFT",
      "quoteFields": ["bidPrice", "askPrice", "spread"]
    },
    {
      "symbol": "GOOGL",
      "quoteFields": ["*"],
      "tradeFields": ["*"]
    }
  ]
}

Level 2 & Time & Sales

{
  "type": "subscribe",
  "id": "sub-l2-1",
  "payload": [
    {
      "symbol": "AAPL",
      "level2": true
    }
  ]
}

{
  "type": "subscribe",
  "id": "sub-tns-1",
  "payload": [
    {
      "symbol": "AAPL",
      "timeAndSales": true
    }
  ]
}

Perfect for tape reading and order flow analysis:

{
  "type": "subscribe",
  "id": "sub-l2-tns-1",
  "payload": [
    {
      "symbol": "AAPL",
      "level2": true,
      "timeAndSales": true
    }
  ]
}

Full Market Data Suite

Subscribe to quotes, trades, Level 2, and Time & Sales:

{
  "type": "subscribe",
  "id": "sub-full-1",
  "payload": [
    {
      "symbol": "AAPL",
      "quoteFields": ["bidPrice", "askPrice", "midPrice", "spread"],
      "tradeFields": ["lastPrice", "size", "totalVolume", "netChange"],
      "level2": true,
      "timeAndSales": true
    }
  ]
}

Index Data

Indices do not have bid/ask quote data. Use tradeFields only.

{
  "type": "subscribe",
  "id": "sub-7",
  "payload": [
    {
      "symbol": "SPX",
      "tradeFields": ["lastPrice", "openPrice", "highPrice", "lowPrice", "netChange", "totalVolume"]
    }
  ]
}

{
  "type": "subscribe",
  "id": "sub-8",
  "payload": [
    {
      "symbol": "SPX",
      "tradeFields": ["lastPrice", "netChange"]
    },
    {
      "symbol": "NDX",
      "tradeFields": ["lastPrice", "netChange"]
    },
    {
      "symbol": "VIX",
      "tradeFields": ["lastPrice", "netChange"]
    }
  ]
}

Mixed Equities and Indices

{
  "type": "subscribe",
  "id": "sub-9",
  "payload": [
    {
      "symbol": "AAPL",
      "quoteFields": ["bidPrice", "askPrice", "midPrice"],
      "tradeFields": ["lastPrice", "netChange"]
    },
    {
      "symbol": "SPX",
      "tradeFields": ["lastPrice", "openPrice", "highPrice", "lowPrice"]
    }
  ]
}

Option Contracts

Options use OSI (Options Symbology Initiative) symbols. You must set symbolType: "option".

{
  "type": "subscribe",
  "id": "sub-10",
  "payload": [
    {
      "symbol": "AAPL240119C00150000",
      "symbolType": "option",
      "quoteFields": ["bidPrice", "askPrice", "midPrice", "spread"],
      "tradeFields": ["lastPrice", "volume", "openInterest"]
    }
  ]
}

{
  "type": "subscribe",
  "id": "sub-11",
  "payload": [
    {
      "symbol": "AAPL240119C00150000",
      "symbolType": "option",
      "quoteFields": ["bidPrice", "askPrice"],
      "tradeFields": ["lastPrice"]
    },
    {
      "symbol": "AAPL240119C00155000",
      "symbolType": "option",
      "quoteFields": ["bidPrice", "askPrice"],
      "tradeFields": ["lastPrice"]
    },
    {
      "symbol": "AAPL240119P00145000",
      "symbolType": "option",
      "quoteFields": ["bidPrice", "askPrice"],
      "tradeFields": ["lastPrice"]
    }
  ]
}

Available Fields Reference

All available fields you can subscribe to, organized by data type.

Quote Fields

Subscribe to these fields using the quoteFields array. Use ["*"] for all fields.

Field	Description
`*`	Wildcard - Subscribe to all available quote fields
`bidPrice`	Current best bid price - the highest price a buyer is willing to pay
`bidChange`	Change in bid price from the previous quote update
`bidSize`	Number of shares available at the bid price (typically in round lots of 100)
`bidSizeChange`	Change in bid size from the previous quote update
`bidTimestamp`	Unix timestamp in milliseconds when the bid was last updated
`bidExchange`	Exchange code where the best bid originated (e.g., ‘Q’ for NASDAQ, ‘N’ for NYSE)
`askPrice`	Current best ask (offer) price - the lowest price a seller is willing to accept
`askChange`	Change in ask price from the previous quote update
`askSize`	Number of shares available at the ask price (typically in round lots of 100)
`askSizeChange`	Change in ask size from the previous quote update
`askTimestamp`	Unix timestamp in milliseconds when the ask was last updated
`askExchange`	Exchange code where the best ask originated (e.g., ‘Q’ for NASDAQ, ‘N’ for NYSE)
`quoteTimestamp`	Unix timestamp in milliseconds of the consolidated/top-of-book quote time
`midPrice`	Midpoint price calculated as (bidPrice + askPrice) / 2
`spread`	Bid-ask spread calculated as askPrice - bidPrice

Example:

"quoteFields": ["bidPrice", "askPrice", "bidSize", "askSize", "midPrice", "spread"]

Trade Fields

Subscribe to these fields using the tradeFields array. Use ["*"] for all fields.

Field	Description
`*`	Wildcard - Subscribe to all available trade fields
`price`	Last trade execution price (same as lastPrice in most cases)
`size`	Number of shares in the last trade execution
`totalVolume`	Cumulative trading volume for the current session (total shares traded)
`tickVolume`	Volume of shares traded in the most recent tick/update
`openPrice`	Opening price for the current trading session
`highPrice`	Highest price reached during the current trading session
`lowPrice`	Lowest price reached during the current trading session
`lastPrice`	Most recent trade price (last sale price)
`netChange`	Net price change from previous close (lastPrice - previousClosePrice)
`tick`	Tick direction indicator: ‘up’ (uptick), ‘down’ (downtick), or ‘unchanged’
`tradeSeq`	Trade sequence number - monotonically increasing identifier for each trade
`tradeTimestamp`	Unix timestamp in milliseconds when the trade was executed
`closePrice`	Official closing price (may be from current or previous session depending on market hours)
`previousClosePrice`	Previous trading session’s official closing price, used to calculate netChange

Example:

"tradeFields": ["lastPrice", "size", "totalVolume", "netChange", "tick"]

For Indices: Use trade fields only. Indices do not have bid/ask quote data.

Time & Sales Fields

Subscribe to these fields using the timeAndSalesFields array when timeAndSales: true. Use ["*"] for all fields (default if not specified).

Field	Description
`*`	Wildcard - Subscribe to all available Time & Sales fields
`symbol`	The ticker symbol for the trade
`price`	Trade execution price
`size`	Number of shares in the trade
`tick`	Tick direction indicator: ‘up’ (uptick), ‘down’ (downtick), or ‘unchanged’
`tradeSeq`	Trade sequence number - monotonically increasing identifier for each trade
`tradeExchange`	Exchange code where the trade was executed (e.g., ‘Q’ for NASDAQ, ‘N’ for NYSE, ‘D’ for FINRA ADF)
`tradeTimestamp`	Unix timestamp in milliseconds when the trade was executed

Example:

{
  "symbol": "AAPL",
  "timeAndSales": true,
  "timeAndSalesFields": ["price", "size", "tick", "tradeTimestamp", "tradeExchange"]
}

Time & Sales shows every individual trade execution in real-time. Essential for tape reading and order flow analysis.

Level 2 Fields

Level 2 data is enabled with level2: true. The response contains market depth across multiple exchanges in a compact format.

Field	Description
`symbol`	The ticker symbol for the order book
`orderBook`	Array of compact order book entries in format `"bidSize:bidPrice:askSize"`
`quotes`	Array of exchange quotes in format `"EXCHANGE:askPrice:askSize:bidPrice:bidSize"`
`timestamp`	ISO 8601 timestamp of the update

Order Book Format: Each entry in orderBook follows: "bidSize:bidPrice:askSize"

bidSize: Number of shares at bid (0 if no bid)
bidPrice: Bid price
askSize: Number of shares at ask (0 if no ask)

Quotes Format: Each entry in quotes follows: "EXCHANGE:askPrice:askSize:bidPrice:bidSize"

EXCHANGE: Exchange code (NSDQ, NYSE, BATS, EDGX, etc.)
askPrice: Ask price at this exchange
askSize: Number of shares at ask
bidPrice: Bid price at this exchange
bidSize: Number of shares at bid

Example Response:

Format Guide:

orderBook: askSize:price:bidSize (e.g., "0:250.00:100" = 0 shares ask, $250.00 price, 100 shares bid)
quotes: exchange:askPrice:askSize:bidPrice:bidSize (e.g., "EDGX:272.55:100:272.00:500" = EDGX exchange, $272.55 ask with 100 shares,$ 272.00 bid with 500 shares)

{
  "action": "update",
  "type": "level2nOB",
  "symbol": "AAPL",
  "data": {
    "orderBook": [
      "0:250.00:100",           // Format: askSize:price:bidSize
      "0:271.00:100",
      "0:272.00:1000",
      "45:272.49:0",
      "100:272.55:0"
    ],
    "quotes": [
      "EDGX:272.55:100:272.00:500",  // Format: exchange:askPrice:askSize:bidPrice:bidSize
      "BATS:272.58:300:271.00:100",
      "NSDQ:272.49:45:272.40:10"
    ],
    "symbol": "AAPL",
    "timestamp": "2025-12-29T05:18:33.600000-05:00"
  },
  "timestamp": 1767003513653
}

No Initial Snapshot: Level 2 data does not provide an initial snapshot. You will receive updates as they arrive from the market feed.

Unsubscribing from Market Data

The WebSocket supports three unsubscribe modes for flexible subscription management.

Mode 1: Full Unsubscribe
Mode 2: Type-Specific
Mode 3: Field-Level

Remove all subscriptions for one or more symbols:

{
  "type": "unsubscribe",
  "id": "unsub-1",
  "payload": ["AAPL", "MSFT", "GOOGL"]
}

This removes all quote, trade, Level 2, and Time & Sales subscriptions for the specified symbols.

Unsubscribe from specific data types while keeping others active:

Unsubscribe from Quotes Only

{
  "type": "unsubscribe",
  "id": "unsub-2",
  "payload": [
    {
      "symbol": "AAPL",
      "quote": true,
      "trade": false
    }
  ]
}

Unsubscribe from Trades Only

{
  "type": "unsubscribe",
  "id": "unsub-3",
  "payload": [
    {
      "symbol": "TSLA",
      "trade": true
    }
  ]
}

Unsubscribe from Level 2 Only

{
  "type": "unsubscribe",
  "id": "unsub-l2-1",
  "payload": [
    {
      "symbol": "AAPL",
      "level2": true
    }
  ]
}

Unsubscribe from Time & Sales Only

{
  "type": "unsubscribe",
  "id": "unsub-tns-1",
  "payload": [
    {
      "symbol": "AAPL",
      "timeAndSales": true
    }
  ]
}

Unsubscribe from Level 2 and Time & Sales

{
  "type": "unsubscribe",
  "id": "unsub-l2-tns-1",
  "payload": [
    {
      "symbol": "AAPL",
      "level2": true,
      "timeAndSales": true
    }
  ]
}

Available type flags:

quote: boolean - Unsubscribe from all quote data
trade: boolean - Unsubscribe from all trade data
level2: boolean - Unsubscribe from Level 2 data
timeAndSales: boolean - Unsubscribe from Time & Sales data

Remove specific fields while keeping the subscription active:

Unsubscribe from Specific Quote Fields

{
  "type": "unsubscribe",
  "id": "unsub-4",
  "payload": [
    {
      "symbol": "GOOGL",
      "quoteFields": ["bidChange", "askChange", "bidSizeChange", "askSizeChange"]
    }
  ]
}

Unsubscribe from Specific Trade Fields

{
  "type": "unsubscribe",
  "id": "unsub-5",
  "payload": [
    {
      "symbol": "AAPL",
      "tradeFields": ["tickVolume", "tick", "tradeSeq"]
    }
  ]
}

Unsubscribe from Mixed Fields

{
  "type": "unsubscribe",
  "id": "unsub-6",
  "payload": [
    {
      "symbol": "MSFT",
      "quoteFields": ["bidTimestamp", "askTimestamp"],
      "tradeFields": ["tradeTimestamp", "closePrice"]
    }
  ]
}

If all fields are removed, the subscription is automatically terminated.

Unsubscribe Response

When you unsubscribe, the server confirms the action:

{
  "action": "unsubscribe",
  "type": "quote",
  "symbol": "AAPL",
  "id": "unsub-1",
  "timestamp": 1701450000123
}

Message Formats & Responses

Snapshot Responses

When you subscribe, you immediately receive a snapshot of current market data. The snapshot contains all requested fields.

Quote Snapshot Example

{
  "action": "snapshot",
  "type": "quote",
  "symbol": "AAPL",
  "symbolType": "equity",
  "data": {
    "bidPrice": 150.25,
    "bidSize": 500,
    "bidChange": 0.05,
    "bidSizeChange": 100,
    "bidTimestamp": 1701450000120,
    "bidExchange": "Q",
    "askPrice": 150.26,
    "askSize": 300,
    "askChange": 0.03,
    "askSizeChange": -50,
    "askTimestamp": 1701450000121,
    "askExchange": "N",
    "quoteTimestamp": 1701450000121,
    "midPrice": 150.255,
    "spread": 0.01
  },
  "id": "sub-1",
  "timestamp": 1701450000123
}

Trade Snapshot Example

{
  "action": "snapshot",
  "type": "trade",
  "symbol": "AAPL",
  "symbolType": "equity",
  "data": {
    "price": 150.25,
    "lastPrice": 150.25,
    "size": 100,
    "totalVolume": 45678900,
    "tickVolume": 100,
    "openPrice": 149.50,
    "highPrice": 151.00,
    "lowPrice": 149.25,
    "closePrice": 149.80,
    "previousClosePrice": 149.80,
    "netChange": 0.45,
    "tick": "up",
    "tradeSeq": 123456,
    "tradeTimestamp": 1701450000123
  },
  "id": "sub-1",
  "timestamp": 1701450000125
}

Level 2 Update Example

Level 2 does not send an initial snapshot. You receive updates as they arrive.

Format Guide:

orderBook: askSize:price:bidSize
quotes: exchange:askPrice:askSize:bidPrice:bidSize

{
  "action": "update",
  "type": "level2nOB",
  "symbol": "AAPL",
  "data": {
    "orderBook": [
     // Format: askSize:price:bidSize
      "0:150.24:200",
      "0:150.24:300",
      "500:150.26:0",
      "300:150.26:0",
      "400:150.27:0"
    ],
    "quotes": [
    // Format: exchange:askPrice:askSize:bidPrice:bidSize
      "NSDQ:150.26:500:150.25:400",
      "NYSE:150.27:200:150.24:200",
      "PACF:150.26:300:150.24:300"
    ],
    "symbol": "AAPL",
    "timestamp": "2025-12-29T05:18:33.123000-05:00"
  },
  "timestamp": 1701450000123
}

Time & Sales Update Example

{
  "action": "update",
  "type": "timeAndSales",
  "symbol": "AAPL",
  "data": {
    "symbol": "AAPL",
    "price": 150.26,
    "size": 250,
    "tick": "up",
    "tradeSeq": 123457,
    "tradeExchange": "Q",
    "tradeTimestamp": 1701450000456
  },
  "timestamp": 1701450000458
}

Each Time & Sales message represents a single trade execution. You may receive multiple messages per second during active trading.

Option Contract Snapshot

{
  "action": "snapshot",
  "type": "quote",
  "symbol": "AAPL240119C00150000",
  "symbolType": "option",
  "data": {
    "bidPrice": 5.25,
    "askPrice": 5.30,
    "bidSize": 50,
    "askSize": 75,
    "midPrice": 5.275,
    "spread": 0.05
  },
  "id": "sub-opt-1",
  "timestamp": 1701450000123
}

Update Responses

After the snapshot, you receive real-time updates with only changed fields:

Quote Update

{
  "action": "update",
  "type": "quote",
  "symbol": "AAPL",
  "data": {
    "bidPrice": 150.26,     // Only changed fields
    "bidSize": 600,
    "bidChange": 0.01,
    "bidSizeChange": 100,
    "bidTimestamp": 1701450001450
  },
  "timestamp": 1701450001456
}

Bandwidth Optimization: Updates contain only fields that changed since the last message, minimizing network usage.

Trade Update

{
  "action": "update",
  "type": "trade",
  "symbol": "AAPL",
  "data": {
    "lastPrice": 150.27,
    "price": 150.27,
    "size": 200,
    "totalVolume": 45679100,
    "tickVolume": 200,
    "netChange": 0.47,
    "tick": "up",
    "tradeSeq": 123458,
    "tradeTimestamp": 1701450001500
  },
  "timestamp": 1701450001502
}

Response Structure

All server messages follow this structure:

Field	Type	Description
`action`	string	Message action: `snapshot`, `update`, `unsubscribe`, `pong`, or `error`
`type`	string	Data type: `quote`, `trade`, `level2`, or `timeAndSales`
`symbol`	string	The ticker symbol
`symbolType`	string	Symbol type: `equity` or `option`
`data`	object	The market data payload
`id`	string	Correlation ID (if provided in request)
`timestamp`	number	Unix timestamp in milliseconds

Error Handling

Error Response Format

{
  "action": "error",
  "error": {
    "code": "INVALID_SYMBOL",
    "message": "Symbol 'INVALID' not found or not supported",
    "details": {
      "symbol": "INVALID",
      "symbolType": "equity"
    }
  },
  "id": "sub-1",
  "timestamp": 1701450000123
}

Common Error Codes

Code	Description	Resolution
`INVALID_SYMBOL`	Symbol not found or not supported	Verify the symbol ticker is correct
`INVALID_FIELD`	Requested field name is invalid	Check field name against available fields
`INVALID_SYMBOL_TYPE`	Symbol type must be ‘equity’ or ‘option’	Use correct symbolType value
`SUBSCRIPTION_NOT_FOUND`	Attempting to unsubscribe from non-existent subscription	Verify you subscribed to this symbol first
`RATE_LIMIT_EXCEEDED`	Too many requests in a short time period	Implement exponential backoff
`AUTHENTICATION_REQUIRED`	Valid authentication token required	Include auth token in connection headers
`INTERNAL_ERROR`	Server encountered an unexpected error	Retry the request after a delay

Always implement error handling in your WebSocket client to handle network issues, invalid requests, and server errors gracefully.

Connection Management

Ping/Pong Keepalive

Send periodic pings to keep the WebSocket connection alive and detect network issues: Client sends:

{
  "type": "ping",
  "id": "ping-001"
}

Server responds:

{
  "action": "pong",
  "id": "ping-001",
  "timestamp": 1701450000123
}

Recommended: Send a ping every 30-60 seconds to maintain the connection and detect disconnects quickly.

Handling Disconnects

const ws = new WebSocket('wss://api.aries.com/market/ws');

ws.onclose = (event) => {
  console.log('WebSocket closed:', event.code, event.reason);

  // Implement reconnection logic with exponential backoff
  setTimeout(() => {
    reconnect();
  }, getBackoffDelay());
};

ws.onerror = (error) => {
  console.error('WebSocket error:', error);
};

Implement exponential backoff for reconnections: start with 1 second, then 2s, 4s, 8s, up to a maximum of 60 seconds.

Request/Response Pattern

Besides streaming subscriptions, the WebSocket supports on-demand queries using a RESTful-style request/response pattern.

Get Option Expiry Dates

Query all available expiration dates for an underlying symbol: Request:

{
  "type": "request",
  "id": "req-expiry-1",
  "payload": {
    "method": "GET",
    "path": "/options/AAPL/expiry-dates"
  }
}

Response:

{
  "type": "response",
  "id": "req-expiry-1",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDates": [
        "2024-01-19",
        "2024-02-16",
        "2024-03-15",
        "2024-04-19"
      ]
    }
  },
  "timestamp": 1701450000123
}

Caching: Expiry dates are cached for 24 hours for optimal performance.

Get Option Contract Symbols

Query all call and put contracts for a symbol and expiration date: Request:

{
  "type": "request",
  "id": "req-003",
  "payload": {
    "method": "GET",
    "path": "/options/AAPL/contracts/2024-01-19"
  }
}

Response:

{
  "type": "response",
  "id": "req-003",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDate": "2024-01-19",
        "calls": [
          {
            "symbol": "AAPL240119C00145000",
            "strike": 145.00
          },
          {
            "symbol": "AAPL240119C00150000",
            "strike": 150.00
          }
        ],
        "puts": [
          {
            "symbol": "AAPL240119P00145000",
            "strike": 145.00
          },
          {
            "symbol": "AAPL240119P00150000",
            "strike": 150.00
          }
        ]
    }
  },
  "timestamp": 1701450000123
}

Caching: Contract symbols are cached for 1 hour for optimal performance.

Response Status Codes

Status	Meaning
`200`	Success
`400`	Bad Request - Invalid parameters
`404`	Not Found - Symbol or resource not found
`500`	Internal Server Error

Overview

WebSockets

Field-Level Subscriptions

Real-Time Updates

Initial Snapshot

Multi-Symbol Support

Equities & Options

Market Indices

​Equities

​Indices

​Options

Quote Data

Trade Data

Level 2 / Order Book Data

Time & Sales Data

​Example

WebSocket Client

Authentication

JSON Parser

Network Connectivity

Portfolio Monitoring

Trading Applications

Market Dashboards

Price Alert Systems

Market Analysis Tools

​Subscribing to Market Data

​Basic Subscription Structure

​Subscription Examples

​Subscribe to Trade Fields Only

​Subscribe to Quotes with Default Fields

​Subscribe to All Fields Using Wildcard

​Subscribe to Specific Quote Fields for Multiple Symbols

​Subscribe to Multiple Symbols with Different Fields

​Subscribe to Level 2 Order Book Data

​Subscribe to Time & Sales Data

​Subscribe to Both Level 2 and Time & Sales

​Full Market Data Suite

​Subscribe to S&P 500 Index

​Subscribe to Multiple Indices

​Mixed Equities and Indices

​Subscribe to a Single Option Contract

​Subscribe to Multiple Option Contracts

​Available Fields Reference

​Unsubscribing from Market Data

​Unsubscribe from Quotes Only

​Unsubscribe from Trades Only

​Unsubscribe from Level 2 Only

​Unsubscribe from Time & Sales Only

​Unsubscribe from Level 2 and Time & Sales

​Unsubscribe from Specific Quote Fields

​Unsubscribe from Specific Trade Fields

​Unsubscribe from Mixed Fields

​Unsubscribe Response

​Message Formats & Responses

​Snapshot Responses

​Update Responses

​Response Structure

​Error Handling

​Error Response Format

​Common Error Codes

​Connection Management

​Ping/Pong Keepalive

​Handling Disconnects

​Request/Response Pattern

​Get Option Expiry Dates

​Get Option Contract Symbols

​Response Status Codes

Equities

Indices

Options

Example

Subscribing to Market Data

Basic Subscription Structure

Subscription Examples

Subscribe to Trade Fields Only

Subscribe to Quotes with Default Fields

Subscribe to All Fields Using Wildcard

Subscribe to Specific Quote Fields for Multiple Symbols

Subscribe to Multiple Symbols with Different Fields

Subscribe to Level 2 Order Book Data

Subscribe to Time & Sales Data

Subscribe to Both Level 2 and Time & Sales

Full Market Data Suite

Subscribe to S&P 500 Index

Subscribe to Multiple Indices

Mixed Equities and Indices

Subscribe to a Single Option Contract

Subscribe to Multiple Option Contracts

Available Fields Reference

Unsubscribing from Market Data

Unsubscribe from Quotes Only

Unsubscribe from Trades Only

Unsubscribe from Level 2 Only

Unsubscribe from Time & Sales Only

Unsubscribe from Level 2 and Time & Sales

Unsubscribe from Specific Quote Fields

Unsubscribe from Specific Trade Fields

Unsubscribe from Mixed Fields

Unsubscribe Response

Message Formats & Responses

Snapshot Responses

Update Responses

Response Structure

Error Handling

Error Response Format

Common Error Codes

Connection Management

Ping/Pong Keepalive

Handling Disconnects

Request/Response Pattern

Get Option Expiry Dates

Get Option Contract Symbols

Response Status Codes